In order to obtain Woolly the blue Titchy-Tusked Mammoth, you need to complete Season 2 Mission 3: Bungle in the Jungle. He will be your reward.
058 *Woolly the Titchy-Tusked Mammoth [Snowies] Super Moshi Mission Season 2 Mission 3: Bungle in the Jungle
The description for Woolly on Moshi Monsters does not say if Woolly is male or female, so you can decide for yourself if you want your Woolly moshling to be a boy or a girl.
You will get woolly (mammoth)
Well you first complete the game and then you get your moshling on moshi monsters
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